Composer · investment strategy
by Composer Technologies · via Composer
A short‑term, rules‑based swing strategy using RSI. It fades overheated markets with volatility hedges, buys big dips in 3x stock ETFs, and flips between offense and defense via a Tech‑vs‑Managed‑Futures check. High risk/volatility.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
8 of 16 funds in its are : LABU, SOXL, SPXL, SQQQ, SVIX, TECL, TQQQ, UVIX
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
It watches a 10‑day RSI (a 0–100 “heat” gauge). When big indexes are ultra‑hot, it either bets on a snap‑back with volatility funds (UVIX/VIXY) or parks in VOO/BIL.<br>If not, it buys sharp dips in 3x ETFs (TQQQ, SPXL, LABU). If no dip, it compares Tech (XLK) vs KMLM: if Tech wins, buy the two weakest of TECL/SOXL/SVIX; else hold SQQQ or TLT (whichever is stronger). Equal‑weight when 2 picks.
A short‑term, rules‑based swing strategy using RSI. It fades overheated markets with volatility hedges, buys big dips in 3x stock ETFs, and flips between offense and defense via a Tech‑vs‑Managed‑Futures check. High risk/volatility.
Out-of-sample stats show higher risk-adjusted upside: Sharpe ~1.60 vs ~0.96, Calmar ~6.55, and ~178% annualized return vs SPY’s ~11.6%. A tactical rotation strategy aiming for superior risk-adjusted gains, with higher drawdown risk than the S&P.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $30.6M | 2026-10-19 | |
| Backtest regulatory fees | $56k | 2026-10-19 | |
| Backtest slippage cost | $515k | 2026-10-19 |
| AI categories (Composer) | leveraged etfs, momentum + mean‑reversion, multi‑asset, regime switching, tactical rotation, volatility etps | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 44 | 2026-10-19 | |
| Rebalance corridor width | 10.00% | ||
| Rebalance frequency | none |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.72 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "KMLM", "LABU", "QQQ", "QQQE", "SOXL", "SPXL", "SQQQ", "SVIX", "TECL", "TLT", "TQQQ", "UVIX", "VIXY", "VOO", "XLK" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 1.28 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.93 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.27 | 2026-10-19 |
| Remixes (copies) | 72 | 2026-10-19 | |
| Watchers | 35 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 1,132 | 2026-10-19 | |
| Out-of-sample length | 108 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 495.95% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 306k% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 178.09% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 51.90% | ||
| Return, trailing 1 day (out-of-sample) | 4.07% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | 0.64% | ||
| Return, trailing 1 week (out-of-sample) | 9.46% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | 152.12% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 117.68% | ||
| Return, trailing 2 weeks (out-of-sample) | -5.38% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | 40.21% | ||
| SPY annualized return over the backtest window (backtest) | 14.48% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 17.02 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 6.55 | ||
| Maximum drawdown, backtest period (backtest) | -29.14% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -27.20% | ||
| Sharpe ratio, backtest period (backtest) | 2.83 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.60 | ||
| Sortino ratio, backtest period (backtest) | 4.89 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 2.54 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 72.42% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 89.38% |
| Annualized turnover, backtest period (backtest) | 82.48 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 76.74 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 56.54% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 51.85% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
